用稀疏瓶颈机制让多变量预测更可靠,避免无效信息干扰。
What If We Let Forecasting Forget? A Sparse Bottleneck for Cross-Variable Dependencies

- 用稀疏路由替代全连接通信,只保留关键依赖路径。
- 在12个真实数据集上达到顶尖准确率,依赖关系更少但更可靠。
- 适合需要稳定预测的工业场景,如金融、能源调度。
多变量时间序列预测在众多实际系统中至关重要,建模变量间依赖关系尤为关键。现有方法虽通过增强表征和跨通道交互提升了整体精度,但在特定条件下仍难以可靠捕捉变量间依赖。我们观察到真实数据中的依赖关系往往具有状态依赖性且含噪声,密集交互会放大虚假相关性,导致表征过平滑,从而在某些场景下产生不可靠预测。为此,我们提出MS-FLOW,一种稀疏瓶颈框架,将变量间交互建模为受容量限制的信息流。具体而言,MS-FLOW以选择性稀疏路由替代全连接通信,在严格通信预算下仅保留少数关键依赖路径,并注入跨变量信号,从而抑制冗余连接与虚假相关性传播。大量实验表明,MS-FLOW学习到更可靠的多变量相关性,在12个真实世界基准上实现领先预测精度,同时生成更少但更可信的依赖关系,推动多变量预测从‘更多交互’转向‘更有效交互’。
原文摘要 · Abstract (English)
Multivariate time series forecasting is critical in many real-world systems, and thus modeling cross-channel dependencies is essential. Although existing methods improve overall accuracy by enhancing representations and cross-channel interactions, it remains challenging to reliably capture inter-variable dependencies under specific conditions. We observe that dependencies in real data are often state-dependent and noisy; in such cases, dense interactions can amplify spurious correlations and lead to representation over-smoothing, which may yield unreliable predictions in certain scenarios. Motivated by this, we propose MS-FLOW, a sparse-bottleneck framework that explicitly models inter-variable interaction as capacity-limited information flow. Specifically, MS-FLOW replaces fully connected communication with selective sparse routing, retaining only a few critical dependency paths and injecting cross-variable signals under a strict communication budget, thereby suppressing redundant connections and spurious-correlation propagation. Extensive experiments demonstrate that MS-FLOW learns more reliable multivariate correlations, achieving state-of-the-art forecasting accuracy on 12 real-world benchmarks while producing fewer yet more reliable dependencies, shifting multivariate forecasting from "more interaction" to "more effective interaction".
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